Re: st: Pseudo R2 after "mi estimate:logit"

[Richard Goldstein <richgold@ix.netcom.com>]

What Wald test are you referring to? I certainly see them for the predictors

Rich

On 3/14/11 9:24 AM, Aggie Chidlow wrote:
> Thank you Rich,
> 
> I got it now... I made a mistake in the "qui mi xeq 1/`M': ..." hence
> my results looked strange (to me).
> 
> If I may...
> As I am used to reporting Wald test for the logit model.
> Looing at the results you do not get it by using "mi estimate: logit".
> Do you know how I can get it?
> Or is it not being reported in mi estimate:logit?
> 
> On Mon, Mar 14, 2011 at 1:02 PM, Richard Goldstein
> <richgold@ix.netcom.com> wrote:
>> as you can see from the code, I am collecting e(r2_p) and this is
>> pseudo-r-squared;
>>
>> I have no idea what you mean by "strange result", but you can look at
>> each regression by dropping the "qui" and displaying "e(r2_p)"
>>
>> Rich
>>
>> On 3/14/11 8:58 AM, Aggie Chidlow wrote:
>>> Hi Rich,
>>> Thank you for the do file.
>>> It is much appreciate.
>>>
>>> One more question, if you don't mind (soory if it a silly one).
>>>
>>> Is your scalar R2 or Pseudo-R2?
>>> I am asking because when following your do file with my (varlist) I
>>> get strange result for my Pseudo-R2.
>>>
>>>
>>> On Mon, Mar 14, 2011 at 12:36 PM, Richard Goldstein
>>> <richgold@ix.netcom.com> wrote:
>>>> to the best of my knowledge, there is no similar wrapper; here is how I
>>>> have done it in the past, in a do file:
>>>>
>>>> 0. set up your right-hand-side variables (predictors) in a local; below,
>>>> mine is called `rhs'
>>>>
>>>> 1. noi estimate the model so you get result
>>>>
>>>> 2. then
>>>> qui mi query
>>>> local M=r(M)
>>>> scalar r2=0
>>>> scalar cstat=0
>>>> qui mi xeq 1/`M': logit acuteall `rhs'; scalar r2=r2+e(r2_p)
>>>> scalar r2=r2/`M'
>>>>
>>>> the "qui" on the mi xeq command is so that you don't see the logit for
>>>> each of your imputed data sets (note that "acuteall" is just the name of
>>>> my outcome variable in a particular do file; replace with the name of
>>>> your outcome variable)
>>>>
>>>> 3. then display the scalar or do whatever else you want with it
>>>>
>>>> Rich
>>>>
>>>> On 3/14/11 8:28 AM, Aggie Chidlow wrote:
>>>>> Thank you Rich,
>>>>>
>>>>> I am familiar with the information and procedure you suggested.
>>>>>
>>>>> Do you happen to know if there is (i.e. for mi estimate:logit) a
>>>>> similar wrapper as the mibeta for mi estimate:regress?
>>>>>
>>>>> Aggie
>>>>>
>>>>>
>>>>> On Mon, Mar 14, 2011 at 12:17 PM, Richard Goldstein
>>>>> <richgold@ix.netcom.com> wrote:
>>>>>> see the following faq:
>>>>>>
>>>>>> http://www.stata.com/support/faqs/stat/mi_combine.html
>>>>>>
>>>>>> note that if you are using the "nocons" option of logit, the
>>>>>> pseudo-r-squared is not saved and thus you can't obtain it
>>>>>>
>>>>>> Rich
>>>>>>
>>>>>> On 3/14/11 8:13 AM, Aggie Chidlow wrote:
>>>>>>> Dear Stata users,
>>>>>>>
>>>>>>> Can somebody tell me how I could obtain the value of Pseudo R2 after
>>>>>>> "mi estimate:logit", please?
>>>>>>>
>>>>>>> I know about "mibeta" for "mi estimate:regress" but do not know (at
>>>>>>> present)  how to obtan R-squared measures from "mi estimate:logit".
>>>>>>>
>>>>>>> Many thanks in advance,
>>>>>>> Aggie
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